Concepedia

Griselda Deelstra

GD

32

Publications

1.1K

Citations

18

H-Index

1995

Active since

Affiliations

Université Libre de Bruxelles(Current)

Ghent University

Centre de Recherche en Économie et Statistique

Griselda Deelstra is an author at Université Libre de Bruxelles specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingEconomicsEngineeringOption PricingMathematical ProgrammingManagementInsuranceProbability

Publications per year

1995–2020

32

Publications

32

Optimal investment strategies in the presence of a minimum guarantee

Griselda Deelstra, Martino Grasselli, Pierre‐François Koehl · Insurance Mathematics and Economics · 2003 · 213 citations

Economics, Financial Economics, Asset Pricing +11

Convergence of discretized stochastic (interest rate) processes with stochastic drift term

Griselda Deelstra, Freddy Delbaen · Applied Stochastic Models and Data Analysis · 1998 · 117 citations

Large Deviations, Engineering, Euler Discretization Scheme +13

Static super-replicating strategies for a class of exotic options

Xianmei Chen, Griselda Deelstra, Jan Dhaene et al. · Insurance Mathematics and Economics · 2008 · 90 citations · Full text

Mathematical Programming, Engineering, Randomized Algorithm +7

Dual Formulation of the Utility Maximization Problem Under Transaction Costs

Griselda Deelstra, Huyên Pham, Nizar Touzi · The Annals of Applied Probability · 2001 · 85 citations · Full text

Mathematical Programming, Engineering, Utility Function +23

Bounds for the price of discrete arithmetic Asian options

Michèle Vanmaele, Griselda Deelstra, Jan Liinev et al. · Journal of Computational and Applied Mathematics · 2005 · 69 citations

Mathematical Programming, Option Pricing, Asset Pricing +4

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